NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 42.02 40.92 -1.10 -2.6% 41.57
High 42.36 41.87 -0.49 -1.2% 42.42
Low 40.68 40.63 -0.05 -0.1% 40.44
Close 40.90 41.50 0.60 1.5% 41.95
Range 1.68 1.24 -0.44 -26.2% 1.98
ATR 1.38 1.37 -0.01 -0.7% 0.00
Volume 35,722 18,978 -16,744 -46.9% 152,241
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.05 44.52 42.18
R3 43.81 43.28 41.84
R2 42.57 42.57 41.73
R1 42.04 42.04 41.61 42.31
PP 41.33 41.33 41.33 41.47
S1 40.80 40.80 41.39 41.07
S2 40.09 40.09 41.27
S3 38.85 39.56 41.16
S4 37.61 38.32 40.82
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.54 46.73 43.04
R3 45.56 44.75 42.49
R2 43.58 43.58 42.31
R1 42.77 42.77 42.13 43.18
PP 41.60 41.60 41.60 41.81
S1 40.79 40.79 41.77 41.20
S2 39.62 39.62 41.59
S3 37.64 38.81 41.41
S4 35.66 36.83 40.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.64 40.63 2.01 4.8% 1.12 2.7% 43% False True 24,466
10 42.64 40.44 2.20 5.3% 1.19 2.9% 48% False False 28,822
20 42.64 38.12 4.52 10.9% 1.41 3.4% 75% False False 33,317
40 45.00 38.12 6.88 16.6% 1.39 3.3% 49% False False 30,344
60 45.07 38.12 6.95 16.7% 1.26 3.0% 49% False False 25,635
80 45.07 38.12 6.95 16.7% 1.19 2.9% 49% False False 22,065
100 45.07 36.55 8.52 20.5% 1.29 3.1% 58% False False 19,803
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.14
2.618 45.12
1.618 43.88
1.000 43.11
0.618 42.64
HIGH 41.87
0.618 41.40
0.500 41.25
0.382 41.10
LOW 40.63
0.618 39.86
1.000 39.39
1.618 38.62
2.618 37.38
4.250 35.36
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 41.42 41.64
PP 41.33 41.59
S1 41.25 41.55

These figures are updated between 7pm and 10pm EST after a trading day.

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